Own domain

Hello,
I have installed my wordpress on login.myhosting.com and I have also my own domain (mydomain.com).
When I type mydomain.com in browser i’m on my site, in address bar is still mydomain, but when i put my mouse over some link (e.g.over “Logout” in meta) there is old address (login.myhosting.com/login.php?action=logout)
How can I change all this to mydomain.com (i would like it to be like mydomain.com/login.php?action=logout)

Greetings